+85.2%
ABBV vs RIG
-28.9%
+114.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.9% |
| 7D | -4.3% | -2.7% | -1.6% | -4.2% |
| 30D | +1.1% | +9.5% | -8.4% | +0.6% |
| 3M | +12.3% | -6.6% | +19.0% | +12.6% |
| 6M | +9.8% | -2.9% | +12.7% | +9.5% |
| YTD | +11.5% | +39.5% | -28.0% | +8.7% |
| 1Y | +22.3% | +82.3% | -60.0% | +16.8% |
| 3Y | +85.2% | -29.6% | +114.8% | +81.9% |
| All | +85.2% | -28.9% | +114.1% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling